HEZU Options History — July 2019 In July 2019, HEZU traded between $29.94 and $31.02. ATM implied volatility averaged 23.2%, placing in the 21.4% IV rank vs the trailing year. The 30-day expected move averaged 6.2%. IV traded above realized volatility by 10.5% (HV 20d: 12.7%). Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 3 of 22 days.
Notable Days 2019-07-30 : Largest IV spike — 190.7% change2019-07-30 : Highest IV Rank — 38.5%2019-07-30 : Largest Expected Move — 9.6%Monthly Statistics Metric Avg Min Max Open Close Price $30.39 $29.94 $31.02 $31.02 $30.03 ATM IV 23.2% 11.5% 33.4% 24.1% 23.9% Expected Move 6.2% 3.3% 9.6% 6.9% 6.9% HV 20d 12.7% 10.4% 14.3% 10.4% 11.9% HV 60d 13.7% 12.6% 14.6% 12.6% 14.5% IV Rank 21.4% 1.8% 38.5% 23.0% 22.6% IV Percentile 34.9% 0.4% 88.1% 47.2% 44.4% Term Structure -1.1% -17.4% 80.1% -4.3% -6.1% Skew 25d -2.4% -25.7% 6.3% 4.2% 6.3% Skew 10d 5.5% -9.1% 29.3% 12.7% 29.3% Call IV 25d 22.7% 12.2% 38.7% 25.6% 24.4% Put IV 25d 20.3% 12.1% 30.7% 29.9% 30.7% Bid-Ask Spread % 153.36 104.84 180.01 173.43 150.76 Net GEX 0 0 0 0 0 Net DEX 0 0 0 0 0 Net VEX 0 0 0 0 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 0 0 0 0 0
Daily Data (22 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2019-07-01 $31.02 $0.00 24.1% 6.9% 10.4% 23.0% 0.0% 4.2% -4.3% 0 0 0 0.00 173.43 N/A N/A 0 0 0 0 2019-07-02 $30.31 $0.00 24.9% 7.1% 13.0% 24.2% 0.0% 1.6% -6.0% 0 0 0 0.00 180.01 N/A N/A 0 0 0 0 2019-07-03 $30.63 $0.00 23.5% 6.7% 13.4% 22.0% 0.0% 2.1% -12.9% 0 0 0 0.00 177.46 N/A N/A 0 0 0 0 2019-07-05 $30.53 $0.00 26.2% 4.2% 13.5% 26.5% 0.0% 3.2% 6.3% 0 0 0 0.00 155.48 N/A N/A 0 0 0 0 2019-07-08 $30.38 $0.00 30.2% 5.8% 13.4% 33.2% 0.0% 4.3% -3.8% 0 0 0 0.00 153.53 N/A N/A 0 0 0 0 2019-07-09 $30.30 $0.00 30.6% 5.8% 13.4% 33.8% 0.0% 3.2% -4.4% 0 0 0 0.00 154.46 N/A N/A 0 0 0 0 2019-07-10 $30.28 $0.00 19.8% 5.7% 13.2% 15.7% 0.0% -6.4% -2.9% 0 0 0 0.00 155.77 N/A N/A 0 0 0 0 2019-07-11 $30.21 $0.00 19.1% 5.5% 13.2% 14.6% 0.0% -6.9% -2.5% 0 0 0 0.00 154.11 N/A N/A 0 0 0 0 2019-07-12 $30.21 $0.00 20.1% 5.8% 13.2% 16.2% 0.0% -3.9% -5.1% 0 0 0 0.00 156.27 N/A N/A 0 0 0 0 2019-07-15 $30.34 $0.00 21.3% 6.1% 13.2% 18.2% 0.0% -9.1% -4.7% 0 0 0 0.00 156.30 N/A N/A 0 0 0 0 2019-07-16 $30.44 $0.00 21.5% 6.2% 13.2% 18.6% 0.0% 2.0% -4.9% 0 0 0 0.00 151.63 N/A N/A 0 0 0 0 2019-07-17 $30.27 $0.00 20.9% 6.0% 11.5% 17.6% 0.0% -9.5% -4.4% 0 0 0 0.00 151.70 N/A N/A 0 0 0 0 2019-07-18 $30.20 $0.00 20.2% 5.8% 11.4% 16.4% 0.0% 2.3% -3.5% 0 0 0 0.00 150.86 N/A N/A 0 0 0 0 2019-07-19 $30.12 $0.00 20.7% 5.9% 11.3% 17.1% 0.0% 1.5% -4.9% 0 0 0 0.00 153.44 N/A N/A 0 0 0 0 2019-07-22 $30.23 $0.00 23.0% 6.6% 11.3% 21.0% 0.0% -10.1% 80.1% 0 0 0 0.00 147.34 N/A N/A 0 0 0 0 2019-07-23 $30.70 $0.00 21.3% 6.1% 12.6% 18.2% 0.0% 3.8% -3.3% 0 0 0 0.00 145.97 N/A N/A 0 0 0 0 2019-07-24 $30.79 $0.00 20.2% 5.8% 12.5% 16.3% 0.0% 3.2% -4.1% 0 0 0 0.00 147.57 N/A N/A 0 0 0 0 2019-07-25 $30.45 $0.00 23.8% 6.8% 13.2% 22.5% 0.0% 1.8% -6.2% 0 0 0 0.00 138.60 N/A N/A 0 0 0 0 2019-07-26 $30.61 $0.00 30.4% 8.7% 13.3% 33.5% 0.0% -21.4% -17.4% 0 0 0 0.00 156.28 N/A N/A 0 0 0 0 2019-07-29 $30.56 $0.00 11.5% 3.3% 13.1% 1.8% 0.0% 0.9% 1.2% 0 0 0 0.00 104.84 N/A N/A 0 0 0 0 2019-07-30 $29.94 $0.00 33.4% 9.6% 14.3% 38.5% 0.0% -25.7% -10.5% 0 0 0 0.00 158.09 N/A N/A 0 0 0 0 2019-07-31 $30.03 $0.00 23.9% 6.9% 11.9% 22.6% 0.0% 6.3% -6.1% 0 0 0 0.00 150.76 N/A N/A 0 0 0 0
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